Jun He
Post
Research
Note
Data
Bergen
π
Kalok Chan
β Papers reviewed on this blog
[2004 JFE]
ε€θ΅θ½δΉ°ηθ‘η₯¨οΌδΈΊδ»δΉζ΄γζγοΌββζγε―ζθ΅εΊ¦γζε°ζ―δΈεͺδΈͺθ‘
Investibility and Return Volatility
Jun 2026
[2002 RFS]
θ°ε¨ζζεΈεΊιγδΈζ³¨γοΌθ°εͺζ―γζεγ
The Informational Role of Stock and Option Volume
Jun 2026
[1992 JFE]
δΈδΈͺγθ‘εΈζζ γοΌη«θ½ι’ζ΅ι»ιε倧θ±ηδ»·ζ Ό
Time-varying Risk Premia and Forecastable Returns in Futures Markets
Jun 2026